+1,214.1%
STM vs CCJ
+1,117.9%
+96.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.5% |
| 7D | -7.9% | +0.4% | -8.3% | -7.8% |
| 30D | -14.1% | -17.2% | +3.1% | -8.1% |
| 3M | -17.6% | -25.1% | +7.5% | -9.0% |
| 6M | -24.2% | -37.6% | +13.3% | -10.6% |
| YTD | +73.3% | -20.4% | +93.7% | +86.5% |
| 1Y | +90.1% | -22.5% | +112.6% | +105.7% |
| 3Y | +10.3% | +72.5% | -62.1% | -14.6% |
| 5Y | -5.7% | +179.9% | -185.6% | -41.1% |
| 10Y | +444.1% | +772.6% | -328.5% | +100.8% |
| All | +1,214.1% | +1,117.9% | +96.2% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling